Professoren
Prof. Dr. Marc Paolella

Prof. Dr. Marc Paolella

Books (1)

Fundamental Probability
Paolella Marc WILEY-VCH, 2006, 488 Seiten.Publications in academic journals (19)

An Econometric Analysis of Emission-Allowance Prices
Paolella Marc, Taschini Luca
In: Journal of Banking and Finance, Vol 32, 2008, 2022-2032.

Value-at-Risk Prediction: Acomparison of Alternative Strategies Kuester K., Mittnik S., Paolella Marc
In: Journal of Financial Econometrics, Vol.4, No.1, 2006.

Mixed Normal Conditional Heteroskedasticity
Haas M., Mittnik S., Paolella Marc
In: Journal of Financial Econometrics, Vol. 2, No. 2, 2004.

Modeling German Monthly Money Demand
Paolella Marc
In: Applied Economics Quarterly, Vol. 50, No. 2, 2004.

A New Approach to Markov-Switching GARCH Models
Haas M., Mittnik S., Paolella Marc
In: Journal of Financial Econometrics, Vol. 2, No. 4, 2004.

Computing Moments of Ratios of Quadratic Forms in Normal Variables Paolella Marc
In: Computational Statistics and Data Analysis, Vol. 42, No. 3, 2003.

Stationarity of Stable Power-GARCH Processes
Mittnik S., Paolella Marc, Rachev S.
In: Journal of Econometrics, Vol. 106, 2002.

Calculating the Density and Distribution Function for the Singly and Doubly Noncentral F Butler R., Paolella Marc
In: Statistics and Computing, Vol. 12, No. 1, 2002.

Saddlepoint Approximation and Bootstrap Inference for the Satterthwaite Class of Ratios Butler R., Paolella Marc
In: Journal of the American Statistical Association, Vol. 97, No. 459, 2002.

Testing the Stable Paretian Assumption
Paolella Marc
In: Mathematical and Computer Modelling, Vol. 34, 2001.

Conditional Density and Value-at-Risk Prediction of Asian Currency Exchange Rates Mittnik S., Paolella Marc
In: Journal of Forecasting, Vol. 19, 2000.

Diagnosing and Treating the Fat Tails in Financial Returns Data Mittnik S., Paolella Marc, Rachev S.
In: Journal of Empirical Finance, Vol. 7, 2000.

A Simple Estimator for the Characteristic Exponent of the Stable Paretian Distribution Mittnik S., Paolella Marc
In: Mathematical and Computer Modelling, Vol.29, 1999.

A Tail Estimator for the Index of the Stable Paretian Distribution Mittnik S., Paolella Marc, Rachev S.
In: Communications in Statistics-Theory and Methods, Vol. 27, No. 5, 1998.

Unconditional and Conditional Distributional Models for the Nikkei In- dex Mittnik S., Paolella Marc, Rachev S.
In: Asia-Pacific Financial Markets, Vol. 5, No.2, 1998.

Approximate Distributions for the Various Serial Correlograms Butler R., Paolella Marc
In: Bernoulli, Vol. 4, No. 4, 1998.

Bias-adjusted estimation in the ARX(1) model
Broda Simon, Carstensen Kai, Paolella Marc
In: Computational Statistics and Data Analysis, Volume 51/Issue 7, Elsevier Science Publishers B.V., 0000.

Saddlepoint approximations for the doubly noncentral t distribution Broda Simon, Paolella Marc
In: Computational Statistics and Data Analysis, Volume 51/Issue 6, 0000.

Uniform Saddlepoint Approximations for Ratios of Quadratic Forms Butler R., Paolella Marc
In: Bernoulli, Volume 14/Issue 1, 0000.


Chapter or Article in collective books (3)

On Median Unbiased Inference for First Order Autoregressive Models Carstensen Kai, Paolella Marc
In: Contributions to Modern Econometrics: From Data Analysis to Economic Policy, Kluwer Academic Publishers, 2003, Chapter 3.

Prediction of Financial Downside-Risk with Heavy-Tailed Conditional Distributions Mittnik S., Paolella Marc
In: Handbook of Heavy Tailed Distributions in Finance, Elsevier, North-Holland, 2003.

Stable Paretian Modeling in Finance: Some Empirical and Theoretical Aspects Mittnik S., Paolella Marc, Rachev S.
In: A Practical Guide to Heavy Tailed Data, Adler R., Feldman R., and Taqqu M. (eds.), Birkhäuser, Boston, MA, 1998, pages 79 - 110.

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